But only if i use Terminal, or yakuake...so i can just open a new shell, when i use "~/process_monitor.sh docky" or "/bin/bash ~/process_monitor.sh docky"

But if I go to the "Startup Applications", click add and follow these instructions nothing happens when my Computer is starting up. I still have to run that command manually.
And it won work, when i put in /home/"username"/process_monitor.sh docky, too.

I found, or created a solution (which hasn't been posted somewhere) to get it autostarted.

Instead of using the ~/process_monitor.sh docky create a new textfile:

gedit ~/start.sh

type following

#!/bin/bash

~/process_monitor.sh docky

done

Save file

Set permission:

chmod a+x ~/start.sh

Now you can run the program in your terminal/yakuake or whatever you prefer to use:

~/start.sh

and it will start the ~/process_monitor.sh docky. So it'll get startet and restarted if crashes.

You can choose any name you like for "process_monitor.sh" and "start.sh" only .sh is important. But be sure to change it in your textfiles as well.